-24.2%
AR vs INDA
+137.9%
-162.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.5% | +0.7% | +1.8% | +2.1% |
| 30D | +14.8% | -0.8% | +15.6% | +15.2% |
| 3M | +6.2% | +3.9% | +2.3% | +3.7% |
| 6M | +4.3% | -0.7% | +5.0% | +3.6% |
| YTD | +14.4% | -7.7% | +22.0% | +18.1% |
| 1Y | +21.3% | -5.1% | +26.4% | +23.2% |
| 3Y | +39.8% | +13.6% | +26.2% | +26.8% |
| 5Y | +142.1% | +7.8% | +134.3% | +125.8% |
| 10Y | +52.0% | +84.6% | -32.6% | +1.1% |
| All | -24.2% | +137.9% | -162.1% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INDA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling